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CHAPTER 1 Handout For Students

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

TYPES OF FIRST ORDER ODE

SEPARABLE EQUATION HOMOGENOUES EXACT EQUATION LINEAR EQUATION BERNOULLI EQUATION


EQUATION
How to
identify
Suppose
dy Suppose f ( x , y )=
dy
, ⏟ ⏟
M ( x , y ) dx+ N ( x , y ) dy =0 a ( x ) dy b ( x )
+ y=
c(x) The general form of the
Bernoulli equation is given by
f ( x , y )= =u ( x ) v ( y ) dx ∂u ∂u a( x ) dx a(x ) a( x )
dx ∂x ∂y dy n
Condition for an exact equation.
+ b ( x ) y=c ( x ) y
f ( x , y ) is homogenous if dy dx
Hence this become a separable ∂M ∂ N ( 1) + p ( x ) y=q (x) To reduce the equation to a
= dx
equation if it can be written as ∂ y ∂x linear equation, use substitution
f ( λx , λy )=λ n f ( x , y )
dy
=u ( x ) d x z= y 1−n
v( y) for every real value of λ .

Method integrate both sides of equation Method of Solution : Write the DE in the form Determine the value of p ( x ) Divide ( 1 ) with y n
of 1 Determine whether the equation M ( x , y ) dx+ N ( x , y ) dy=0 dan q ( x ) such the the
solution ∫ v ( y) dy=∫ u ( x ) dx homogenous or not And test for the exactness
Use substitution y=vx and dy
∂M ∂ N coefficient of is 1.
dy dv = dx
=v + x in the original ∂ y ∂x Calculate the integrating factor,
dx dx If the DE is exact, then Differentiate ( 2 ) wrt x ( to get
DE
μ(x)
dy
μ ( x )=e∫
p ( x ) dx
Separate the variable x and v )
iv) Integrate both sides Write the equation in the form
dx
of dz −n dy
To find u(x , y), integrate (1) =( 1−n ) y
d dx dx
wrt x to get
dx
[ μ ( x ) y ] =μ ( x ) q (x)
u ( x , y )=∫ M ( x , y ) dx+ ϕ ( y )
μ ( x ) y=∫ μ ( x ) q( x )dx 1 dz −n dy
To determine ϕ ( y ), =y
The general solution is given by
differentiate (3) wrt y to get ( 1−n ) dx dx
1
∂u ∂
[
y=
M ( x , y ) dx ] +ϕ ( y )=N μ ( x )
∫ μ ( x ) q(x )dx
=
∂y ∂y ∫ '

Replace ( 4 ) into ( 3 )
Integrate ϕ ' ( y ) to get ϕ ( y ) 1 dz
+ b ( x ) z=c ( x )
Replace ϕ ( y ) into (3). If there ( 1−n ) dx
is any initial conditions given, dz
dx ⏟ ⏟
substitute the condition into the + ( 1−n ) b ( x ) z=( 1−n ) c ( x )
solution. p (x) q (x)
Write down the solution in the Solve using the linear equation
form solution
u ( x , y )= A , where A is a Find integrating factor,
constant μ ( x )=e∫
p ( x ) dx

Solve
d
( μ ( x ) z )=μ ( x ) q(x )
dx

Example Solve the initial value problem Solve the homogenous equation Solve Solve this first order DE Solve

( )
dy y cos x ( y 2 + xy ) dx−x 2 dy=0 ( 2 xy+ 3 ) dx+ ( x2−1 ) dy=0 dy 1+ x e
x
= , y ( 0 )=1 + y=
dx 1+2 y 2 dx x x

Solution: Solutions: Solution (Method 1): Determine p ( x ) and q ( x )


Separate the functions Rearrange the DE Check the exactness
1+ x ex
( 1+2y y ) dy =( cos x ) dx p ( x) = , q ( x )=
2
x dy =( y + xy ) dx
2 2 ∂M ∂N
=2 x , =2 x x x
dy ( y + xy )
2 ∂y ∂x Find integrating factor,
Integrate both sides = ∂M ∂ N ∫ p ( x ) dx
dx x
2
Since = , this μ ( x )=e
2 ∂ y ∂x
∫ 1+2y y dy=∫ cos x dx Test for homogeneity
equation is exact.
μ ( x )=e
∫ 1+x x dx
Find 2u ( x , y )
Answer: (λy ) +(λx )( λy) λ ( y + xy )
2 2
∫ ( 1x +1) dx
2
ln y + y =sin x +C f ( λx , λy )= = 2 2 =f ( x , y ) ¿e
( λ x )2 λ (x )
Use the initial condition given, ¿ e (ln x+x )
y ( 0 )=1 ∴ this differential equation is (ln x) ( x) x
homogenous ¿ e ∙ e =x e
2
ln 1+1 =sin 0+C Write down the equation
To find u ( x , y ), integrate
∴ C=1
( )
x
Substitute y=vx and d ( x ) ( x) e
Final answer either (1) or (2), let’s say we x e y = xe
dy dv dx x
2
ln y + y =sin x +1 =v + x into (1) take (1)
dx dx x e y=∫ e dx
x 2x
∫2∂u=∫ 2 xy +3 ∂ x
dv ( (vx ) + x(vx )) v x +v x
[ ]
2 2 2
v+ x = =
2
=v +v 1 e2 x
dx x
2 2
x we differentiate (3) wrt y y= +C
Now x ex 2
dv ∂u Final answer
x =v 2+ v−v=v 2 to compare with =N
dx ∂y e
x
C
y= + x
∂u ∂ 2
Solve the problem using the = ( x y +32xx+ ϕ (xye) ) =x2 + ϕ ' ( y )
separable equation method
∂ y ∂ y
Now, let’s compare (4) with
1 1 (2)
∫ v 2 dv=∫ x dx x 2+ ϕ ' ( y )=x 2−1
ϕ ' ( y )=−1
−x
Final answer : x= A e y
Find ϕ ( y )
∫ ϕ' ( y )=−∫ 1 dy → ϕ ( y )=− y+ B
Now that we found ϕ ( y ), our
new u ( x , y ) should looks like
this
u ( x , y )=x 2 y+ 3 x − y+ B
Write the solution in the form
u ( x , y )= A
u ( x , y )=x 2 y+ 3 x − y+ B= A
x 2 y +3 x− y =A−B
2
x y +3 x− y =C , where
C= A−B is a constant

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